A smoothing Newton method for the minimum norm solution of linear program

Journal of Information and Computing Science
Vol. 9 No. 4 (2014), pp. 267-276
Author(s)
England UK; University of Shanghai for Science and Technology
Abstract
In this paper, we propose a smoothing Newton method to find the minimum norm solution of linear program problems. By using the smoothing technique, we reformulate the problem as an unconstrained minimization problem with a twice continuous differentiable objective function. The minimization of this objective function can be carried out by the classical Newton-type method which is shown to be globally convergence.
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